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Testing for bubbles in the BRICS stock markets
Chang, Tsangyao; Gil-Alaña, Luis A.; Aye, Goodness C.; … - In: Journal of economic studies 43 (2016) 4, pp. 646-660
Persistent link: https://www.econbiz.de/10011692406
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Stock market interactions between the BRICS and the United States : evidence from asymmetric granger causality tests in the frequency domain
Chang, Tsangyao; Ranjbar, Omid; Jooste, Charl - In: Iranian economic review : journal of University of Tehran 21 (2017) 2, pp. 297-320
Persistent link: https://www.econbiz.de/10011730696
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Has the COVID-19 pandemic shock transmitted to the U.S. stock market : evidence using bootstrap (a)symmetric fourier granger causality test in quantiles
Peng, Yi-Ting; Chang, Tsangyao; Ranjbar, Omid; Xiang, Feiyun - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014534846